V-Lab: Tecom Group Pjsc ILLIQ-MFMEM Liquidity Analysis

V-Lab

Tecom Group Pjsc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Sunday, June 29th, 2025:7,077.89 (-297.10)

Analysis last updated: Friday, June 27, 2025 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0789	1.11
$β$	0.9066	60.64
$γ$	-0.0280	-0.21
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9983	43.53

Estimation Period:
Jul 5, 2022 to Jun 26, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Tecom Group Pjsc Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ